Well this term my Wed and Fridays are full and with moving day nearing I am afraid my minis are all packed. So no games in the immediate future for me. Next term I will have Friday afternoons and evenings off so I will have a chance to shoot up some more paras. (maybe you can try a combat jump

)
For me, I started with the idea of collecting Italians (got my hands on 1st ed. mid-war) as I'm a fan of the underdogs and nobody is more of an underdog than the Italians. I was quickly informed that the local scene was late war and so put aside that idea. Not having a book, I went to the online and played around with a bunch of lists. Late war, the faction choice was easy, Germany. When I got stateside and ordered my warhammer models, I also took the time to order Fortress Europe and browse through the choices. It came down to an SS-Panzergrenadier or the Fallschirmjager. In the end I went with the Fallschirm. This was mainly due to cost, the Fallschirm were much cheaper. Cheap enough that I bought a platoon of Konigs on a whim instead of the one I had originally planned for.
Looking back on it, I think it was a mistake to start with this army. I'm not saying I dislike the Fallschirm as a choice, but for a beginner, this was a disaster. Unlike US Paras which are late war based, the Fallschirm are in every stage of the war. To make things worse, they have a huge difference in equipment that they can take depending on era and theater they are in (or in the case of D-day, you have two heavy restrictions in the same book). This made collecting a fitful choice as the Fortress Europe was so open and the rest heavily restrictive, I found balancing any future purchases very hard to fulfill. I've ended up with a motley collection of Heer/SS support as a result. It wasn't until the Burning Empires book where I finally got things set up properly. In Burning Empires, it is a fallschirm only list and you have nearly all their choices. With a much stronger Fallschirm base, the rest of the eras finally begin to work easier for these elite light infantry. Add in a hard color scheme and you have the makings for a disaster.
In hindsight, though it would have cost more, the SS-Panzergrenadier would have been a better starting choice.
Early war for me is my favorite. The more I learn about it, the more I like it. Starting my own light panzer company was a given and with Burning Empires Fallschirm, I have an idea for a fun game should I ever get others to join in. I haven't gotten the models yet but with a little trading from my large GW stock of models, they are on the way.
Future goals including organizing my Heer/SS support into something workable on its own, so at least one Schwere panzer company of konigs tigers and maybe at a much later date a panzer grenadier force or some other mobile infantry based army. Also a Greek army is one the planning board as time and money permit.
One last reflection and one that I think might be a bit out of sorts, but still good to say. As most people know, my main 40k army is the Imperial Guard. Since the newest codex has come out, I have been very unsatisfied with playing this army. I've barely brought them out for any games since the codex has come out. I couldn't really place this dissatisfaction until I got Grey Wolf and saw the huge variety of unit types and mixtures that can be place into one army, especially if you combine it with Earth and Steel. For me, FoW better represents what I want on the game board for the IG than 40k does which is sad as there are just so many good IG Black Library books out there. In another way though, it is good as any future 40k army I collect will be something more exotic than the Imperium.
@Prim: I know you posted earlier and I read it. I don't think being negative in your reflections or pointing out issues you have with the rules is bad, though if you do don't forget to mention where you want to go with it. For me, I can't think of a game set that doesn't have a frustrating rule or two. And to be fair with the hidden units, my great uncle was in an infantry platoon that got ambushed by a German machine gun. He said it was so well hidden, you couldn't have seen it even after it opened up and cut down the first squad.